Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions
Research output: Contribution to journal › Journal article › Research › peer-review
Statistik
| Original language | English |
|---|---|
| Journal | Scandinavian Journal of Statistics |
| Volume | 28 |
| Pages (from-to) | 455-470 |
| ISSN | 0303-6898 |
| Publication status | Published - 2001 |
ID: 164518